Capital growth theory and von Neumann-Gale dynamics
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- I. V. Evstigneev & K. R. Schenk-Hoppé, 2006.
"VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model,"
The School of Economics Discussion Paper Series
0603, Economics, The University of Manchester.
- Evstigneev, Igor V. & Schenk-Hoppe, Klaus Reiner, 2007. "Pure and randomized equilibria in the stochastic von Neumann-Gale model," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 871-887, September.
- Y.M. Kabanov, 1999. "Hedging and liquidation under transaction costs in currency markets," Finance and Stochastics, Springer, vol. 3(2), pages 237-248.
- M A H Dempster & I V Evstigneev & M I Taksar, 2005.
"Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model,"
062005, University of Cambridge, Judge Business School, Centre for Financial Research.
- M. Dempster & I. Evstigneev & M. Taksar, 2006. "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, vol. 2(4), pages 327-355, October.
- Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2006. "Stochastic equilibria in von Neumann–Gale dynamical systems," The School of Economics Discussion Paper Series 0620, Economics, The University of Manchester.
- Radner, Roy, 1973. "Optimal stationary consumption with stochastic production and resources," Journal of Economic Theory, Elsevier, vol. 6(1), pages 68-90, February.
- Wael Bahsoun & Igor Evstigneev & Michael Taksar, 2007. "Rapid paths in von Neumann-Gale dynamical systems," The School of Economics Discussion Paper Series 0718, Economics, The University of Manchester.
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